GOOG Options History — October 2012

In October 2012, GOOG traded between $16.86 and $19.18. ATM implied volatility averaged 24.9%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 3.1% (HV 20d: 21.8%). Max pain ranged from $17.73 to $18.61. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.01.

Notable Days

2012-10-19: Highest Volume — 17,432,580 contracts
2012-10-10: Largest IV spike — 57.9% change
2012-10-10: Highest IV Rank — 34.8%
2012-10-03: Largest Expected Move — 10.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.13	$16.86	$19.18	$19.03	$16.99
Max Pain	$18.29	$17.73	$18.61	$18.48	$17.73
ATM IV	24.9%	20.1%	42.9%	23.7%	21.4%
Expected Move	7.8%	5.7%	10.0%	9.9%	5.7%
HV 20d	21.8%	13.9%	34.0%	16.1%	32.3%
HV 60d	19.8%	16.7%	24.8%	17.5%	23.5%
IV Rank	12.9%	7.0%	34.8%	11.3%	8.6%
IV Percentile	49.7%	23.0%	96.8%	45.6%	36.1%
Term Structure	-2.9%	-7.5%	1.1%	-6.6%	1.1%
VWIV	27.5%	20.7%	34.6%	34.5%	20.7%
Skew 25d	3.3%	1.6%	5.6%	5.6%	1.7%
Skew 10d	6.3%	2.9%	10.2%	10.2%	4.7%
Call IV 25d	25.6%	19.3%	31.3%	31.3%	19.3%
Put IV 25d	28.9%	21.0%	36.9%	36.9%	21.0%
Bid-Ask Spread %	33.89	13.33	47.77	31.03	36.92
Gamma HHI	0.11	0.04	0.45	0.07	0.04
Net GEX	71.9M	-637.9M	537.3M	304.0M	-22.2M
Net DEX	-3.74B	-9.55B	4.34B	-8.26B	-11.5M
Net VEX	-35.4M	-38.8M	-28.6M	-37.0M	-32.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.01	0.69	1.67	0.76	0.95
Total Volume	5,138,720	1,691,400	17,432,580	4,376,600	1,691,400
Total OI	22,479,501.905	19,308,280	25,910,600	20,349,320	19,889,220

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2012-10-01	$19.03	$18.48	23.7%	9.9%	16.1%	11.3%	34.5%	5.6%	-6.6%	304.0M	-8.26B	-37.0M	0.76	31.03	2,489,840	1,886,760	10,756,100	9,593,220
2012-10-02	$18.91	$18.48	22.6%	9.8%	16.1%	10.0%	34.1%	4.9%	-7.0%	275.9M	-7.45B	-38.0M	0.96	20.28	2,312,180	2,220,220	11,350,940	10,158,380
2012-10-03	$19.04	$18.48	21.7%	10.0%	16.0%	8.8%	34.2%	5.4%	-7.5%	356.7M	-8.42B	-38.6M	0.85	18.74	2,092,900	1,789,100	11,812,480	10,629,860
2012-10-04	$19.18	$18.61	20.7%	9.7%	13.9%	7.7%	34.6%	5.6%	-7.3%	537.3M	-9.55B	-38.5M	0.88	13.33	2,495,860	2,197,200	12,208,240	10,929,160
2012-10-05	$19.17	$18.48	20.3%	7.8%	13.9%	7.2%	27.7%	3.4%	-2.5%	533.7M	-9.35B	-38.8M	0.92	36.91	3,351,580	3,093,580	12,494,840	11,323,000
2012-10-08	$18.93	$18.48	23.1%	8.1%	14.6%	10.5%	28.8%	3.2%	-3.1%	247.5M	-7.29B	-37.8M	1.10	45.16	1,507,460	1,660,140	11,789,140	10,398,900
2012-10-09	$18.58	$18.48	27.2%	8.5%	15.6%	15.6%	29.7%	3.5%	-3.2%	111.5M	-5.03B	-37.9M	1.06	47.77	2,435,160	2,588,300	12,057,120	10,723,680
2012-10-10	$18.60	$18.48	42.9%	8.4%	15.5%	34.8%	29.5%	3.2%	-3.3%	115.2M	-5.15B	-37.7M	1.20	47.56	1,392,560	1,667,060	12,377,920	11,028,060
2012-10-11	$18.77	$18.48	29.1%	8.3%	14.1%	18.2%	29.5%	3.2%	-3.4%	232.9M	-6.46B	-37.5M	1.02	42.51	2,146,700	2,184,020	12,579,680	11,248,280
2012-10-12	$18.60	$18.48	29.5%	8.4%	14.7%	18.6%	30.0%	3.0%	-3.9%	-637.9M	-4.95B	-36.6M	1.29	45.88	2,412,000	3,109,020	12,787,100	11,567,600
2012-10-15	$18.51	$18.48	29.8%	8.5%	15.0%	19.1%	29.6%	2.8%	-4.2%	177.9M	-4.96B	-35.2M	0.94	44.53	2,362,480	2,225,180	12,059,280	10,763,520
2012-10-16	$18.60	$18.48	29.3%	8.4%	14.6%	18.4%	29.2%	2.5%	-4.2%	219.2M	-5.64B	-34.5M	0.99	39.35	1,995,720	1,972,980	12,291,840	10,907,220
2012-10-17	$18.87	$18.48	29.1%	8.3%	14.8%	18.1%	29.1%	2.6%	-4.7%	288.5M	-7.11B	-34.5M	0.69	42.74	2,590,340	1,775,500	12,450,960	11,337,160
2012-10-18	$17.36	$18.61	23.1%	6.6%	33.7%	10.7%	23.2%	1.6%	-0.9%	-300.9M	2.57B	-29.7M	0.78	33.29	6,918,560	5,384,460	12,619,920	11,626,180
2012-10-19	$17.03	$18.36	23.4%	6.7%	34.0%	11.1%	23.8%	4.2%	-1.1%	-252.1M	4.34B	-28.6M	1.67	23.52	6,536,660	10,895,920	13,760,260	12,150,340
2012-10-22	$16.95	$17.98	21.8%	6.3%	32.7%	9.1%	22.5%	3.0%	-0.0%	-65.4M	928.6M	-33.2M	0.97	30.30	2,625,300	2,547,660	10,018,520	9,289,760
2012-10-23	$16.99	$17.73	21.7%	6.2%	32.8%	8.9%	22.2%	2.6%	-0.2%	-31.5M	579.7M	-35.1M	1.06	28.21	2,119,160	2,249,320	10,698,200	9,977,000
2012-10-24	$16.92	$17.73	21.3%	6.1%	32.6%	8.5%	21.8%	2.2%	0.3%	-67.5M	872.4M	-33.8M	0.87	31.08	1,348,860	1,172,900	11,011,160	10,175,480
2012-10-25	$16.93	$17.73	20.6%	5.9%	32.5%	7.6%	21.4%	2.4%	0.6%	-84.8M	849.2M	-34.3M	1.14	26.37	1,249,040	1,427,660	11,235,340	10,282,320
2012-10-26	$16.86	$17.73	20.1%	5.8%	32.5%	7.0%	21.4%	2.2%	1.1%	-427.8M	964.3M	-34.0M	1.01	26.24	1,891,200	1,901,180	11,352,660	10,359,500
2012-10-31	$16.99	$17.73	21.4%	5.7%	32.3%	8.6%	20.7%	1.7%	1.1%	-22.2M	-11.5M	-32.2M	0.95	36.92	866,580	824,820	10,198,060	9,691,160